For a hypothesis given by finitely many continuous moment constraints with the origin in the relative interior of the feasible convex hull, the optimal e-variable set is the dual class {1 - λ·Φ : λ ∈ Λ_Φ}.
, vr} ⊆Rm be a family of vectors that spans Rm
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Optimal e-value testing for properly constrained hypotheses
For a hypothesis given by finitely many continuous moment constraints with the origin in the relative interior of the feasible convex hull, the optimal e-variable set is the dual class {1 - λ·Φ : λ ∈ Λ_Φ}.